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I'd honestly suggest learning a non-web language first - if you don't know one already. It'll give you a good idea of good programming practices. The upside to this, is some of the non-web languages, also do double-time as popular web languages. Python and Ruby are two prime examples (though people do some non-web PHP too, meh).

To start, I'd say do as NPnyc suggested and learn the markup of the web first with (X)HTML. Learn the stylesheet stuff with CSS, learn the browser-side stuff with ECMAScript (JavaScript, ActionScript... bleh Flash). Once you have a pretty solid understanding of that stuff, move onto a server side language. PHP is pretty popular these days, but PHP allows for some pretty ugly code, and bad practices (which is one of the reasons I suggest you learn a language like Java or C++ first). PHP also has some really good documentation at php.net/docs. Python is pretty popular as well, with some nice frameworks like Django and Pylons. Ruby is also obviously pretty big with Ruby on Rails.

Good luck. Feel free to PM me if you get stuck and need some one-to-one help. :-)